Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class PiecewiseFlatForward

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.YieldTermStructure

org.quantlib.PiecewiseFlatForward

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class PiecewiseFlatForward
extends YieldTermStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, BackwardFlat i)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i, IterativeBootstrap b)
protected	PiecewiseFlatForward(long cPtr, boolean cMemoryOwn)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, BackwardFlat i)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i, IterativeBootstrap b)

Method Summary

Modifier and Type	Method	Description
DateVector	dates()
void	delete()
protected void	finalize()
void	freeze()
protected static long	getCPtr(PiecewiseFlatForward obj)
NodeVector	nodes()
void	recalculate()
protected void	swigSetCMemOwn(boolean own)
DoubleVector	times()
void	unfreeze()

Methods inherited from class org.quantlib.YieldTermStructure

discount, discount, discount, discount, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, getCPtr, zeroRate, zeroRate, zeroRate, zeroRate, zeroRate, zeroRate

Methods inherited from class org.quantlib.TermStructure

allowsExtrapolation, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, maxDate, maxTime, referenceDate, timeFromReference

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

PiecewiseFlatForward

protected PiecewiseFlatForward(long cPtr,
                               boolean cMemoryOwn)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates,
                            BackwardFlat i,
                            IterativeBootstrap b)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates,
                            BackwardFlat i)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates,
                            BackwardFlat i,
                            IterativeBootstrap b)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates,
                            BackwardFlat i)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            IterativeBootstrap b,
                            BackwardFlat i)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            IterativeBootstrap b)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            IterativeBootstrap b,
                            BackwardFlat i)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            IterativeBootstrap b)

Method Detail

getCPtr

protected static long getCPtr(PiecewiseFlatForward obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class YieldTermStructure

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class YieldTermStructure

dates

public DateVector dates()

times

public DoubleVector times()

nodes

public NodeVector nodes()

recalculate

public void recalculate()

freeze

public void freeze()

unfreeze

public void unfreeze()